Milestones
List view
vanilla (14k), barrier, asian, swaption, basket, bond. ~46k LOC. Depends on L8, L9, L10.
No due date•2/3 issues closedshortrate, equity (Heston), marketmodels (24k). ~33k LOC. Depends on L5, L9.
No due date•0/1 issues closedmontecarlo, lattices, finitedifferences. ~21k LOC. Depends on L5.
No due date•20/22 issues closedinstrument, exercise, payoff, options, bonds, swaps. ~23k LOC. Depends on L5, L7.
No due date•3/4 issues closedcoupons, legs, cashflow vectors. ~15k LOC. Depends on L4, L6.
No due date•6/7 issues closedIBOR, swap, inflation indices. ~7k LOC. Depends on L2, L4.
No due date•0/1 issues closedstochasticprocess base, processes/ (BSM, Heston, HW, GSR). ~6k LOC. Depends on L1, L4.
No due date•2/3 issues closedyield (curves, bootstrap), volatility (18k), credit, inflation. ~34k LOC. Depends on L1, L2, L3.
No due date•12/12 issues closedQuote, SimpleQuote, interestrate, compounding. ~1.5k LOC. Depends on L0, L2. Pulls into Milestone 1.
No due date•3/3 issues closedDate, Period, Calendar, DayCounter, Schedule. ~20k LOC. Depends on L0. Parallelizable with EPIC-1.
No due date•8/8 issues closedL1 math layer: array/matrix, distributions, interpolations, integrals, solvers, optimization, statistics, rng, ode. Ongoing - Array, Matrix, ErrorFunction, Normal distribution, and Linear interpolation merged.
No due date•32/32 issues closed